arXiv subjects

Veeraruna Kavitha

Publications and source records attributed to Veeraruna Kavitha.

At least 37 records · Page 2Linked to original sources

arXiv2023

Social Optimal Freshness in Multi-Source, Multi-Channel Systems via MDP

Many systems necessitate frequent and consistent updates of a specific information. Often this information is updated regularly, where an old packet becomes completely obsolete in the presence of a new packet. In this context, we consider a system with multiple sources, each equipped with a storage buffer of size one, communicating to a common destination via d orthogonal channels. In each slot, the packets arrive at each source with certain probability and occupy the buffer (by discarding the old packet if any), and each transfer (to the destination) is successful with certain other probability. Thus in any slot, there are two (Age of Information) AoI-measures for each source: one corresponding to the information at the source itself and the other corresponding to the information of the same source available at the destination; some sources may not even have the packet to transmit. The aim of the controller at the destination is to maintain the freshness of information of all the sources, to the best extent possible -- it aims to design an optimal scheduling policy that assigns in each slot, a subset of sources with packets (at maximum d) for transmission. This is achieved using an appropriate Markov Decision Process (MDP) framework, where the objective function is the sum of Average AoIs (AAoI) of all the sources. We derive a very simple stationary policy that is epsilon-optimal -- in any slot, order the sources with packets in the decreasing order of the differences in AoI at the destination and the source and choose the top sources for transmission. With moderate number of sources (less than 30), the AAoI reduces in the range of 30-90%.

cs.IT↗

arXiv2023

Robust fake-post detection against real-coloring adversaries

The viral propagation of fake posts on online social networks (OSNs) has become an alarming concern. The paper aims to design control mechanisms for fake post detection while negligibly affecting the propagation of real posts. Towards this, a warning mechanism based on crowd-signals was recently proposed, where all users actively declare the post as real or fake. In this paper, we consider a more realistic framework where users exhibit different adversarial or non-cooperative behaviour: (i) they can independently decide whether to provide their response, (ii) they can choose not to consider the warning signal while providing the response, and (iii) they can be real-coloring adversaries who deliberately declare any post as real. To analyze the post-propagation process in this complex system, we propose and study a new branching process, namely total-current population-dependent branching process with multiple death types. At first, we compare and show that the existing warning mechanism significantly under-performs in the presence of adversaries. Then, we design new mechanisms which remarkably perform better than the existing mechanism by cleverly eliminating the influence of the responses of the adversaries. Finally, we propose another enhanced mechanism which assumes minimal knowledge about the user-specific parameters. The theoretical results are validated using Monte-Carlo simulations.

math.PR↗

arXiv2023

On the ubiquity of duopolies in constant sum congestion games

We analyse a coalition formation game between strategic service providers of a congestible service. The key novelty of our formulation is that it is a constant sum game, i.e., the total payoff across all service providers (or coalitions of providers) is fixed, and dictated by the size of the market. The game thus captures the tension between resource pooling (to benefit from the resulting statistical economies of scale) and competition between coalitions over market share. In a departure from the prior literature on resource pooling for congestible services, we show that the grand coalition is in general not stable, once we allow for competition over market share. In fact, under classical notions of stability (defined via blocking by any coalition), we show that no partition is stable. This motivates us to introduce more restricted (and relevant) notions of blocking; interestingly, we find that the stable configurations under these novel notions of stability are duopolies, where the dominant coalition exploits its economies of scale to corner a disproportionate market share. Furthermore, we completely characterise the stable duopolies in heavy and light traffic regimes.

cs.GT↗

arXiv2023

Stochastic vaccination game among influencers, leader and public

Celebrities can significantly influence the public towards any desired outcome. In a bid to tackle an infectious disease, a leader (government) exploits such influence towards motivating a fraction of public to get vaccinated, sufficient enough to ensure eradication. The leader also aims to minimize the vaccinated fraction of public (that ensures eradication) and use minimal incentives to motivate the influencers; it also controls vaccine-supply-rates. Towards this, we consider a three-layered Stackelberg game, with the leader at the top. A set of influencers at the middle layer are involved in a stochastic vaccination game driven by incentives. The public at the bottom layer is involved in an evolutionary game with respect to vaccine responses. We prove the disease can always be eradicated once the public is sufficiently sensitive towards the vaccination choices of the influencers -- with a minimal fraction of public vaccinated. This minimal fraction depends only on the disease characteristics and not on other aspects. Interestingly, there are many configurations to achieve eradication, each configuration is specified by a dynamic vaccine-supply-rate and a number -- this number represents the count of the influencers that needs to be vaccinated to achieve the desired influence. Incentive schemes are optimal when this number equals all or just one; the former curbs free-riding among influencers while the latter minimizes the dependency on influencers.

math.OC↗

arXiv2023

New results in Branching processes using Stochastic Approximation

We consider a broad class of continuous-time two-type population size-dependent Markov Branching Processes. The offspring distribution can depend on the current (alive) and total (dead and alive) populations. Using stochastic approximation techniques, we show that the time-asymptotic proportion of the populations either converges to the equilibrium points or infinitely often enters every neighbourhood and exits some neighbourhood of a saddle point of an appropriate ordinary differential equation with a certain probability (almost surely for the process with attack and proportion-dependent branching process). The result holds under finite second-moment conditions. We also show that certain normalized trajectories of the embedded chain almost surely converge to the solution of the ordinary differential equation uniformly over any finite time window as time progresses. In addition to extending the analysis of several existing BPs, we analyze two new variants: BP with attack and acquisition, and BP with proportion-dependent offspring. Using these results, we study competition in viral markets and fake news control on online social networks.

math.PR↗

arXiv2023

Fixed-point equations solving Risk-sensitive MDP with constraint

There are no computationally feasible algorithms that provide solutions to the finite horizon Risk-sensitive Constrained Markov Decision Process (Risk-CMDP) problem, even for problems with moderate horizon. With an aim to design the same, we derive a fixed-point equation such that the optimal policy of Risk-CMDP is also a solution. We further provide two optimization problems equivalent to the Risk-CMDP. These formulations are instrumental in designing a global algorithm that converges to the optimal policy. The proposed algorithm is based on random restarts and a local improvement step, where the local improvement step utilizes the solution of the derived fixed-point equation; random restarts ensure global optimization. We also provide numerical examples to illustrate the feasibility of our algorithm for inventory control problem with risk-sensitive cost and constraint. The complexity of the algorithm grows only linearly with the time-horizon.

math.OC↗

arXiv2023

Finite-Horizon Constrained MDPs With Both Additive And Multiplicative Utilities

This paper considers the problem of finding a solution to the finite horizon constrained Markov decision processes (CMDP) where the objective as well as constraints are sum of additive and multiplicative utilities. Towards solving this, we construct another CMDP, with only additive utilities under a restricted set of policies, whose optimal value is equal to that of the original CMDP. Furthermore, we provide a finite dimensional bilinear program (BLP) whose value equals the CMDP value and whose solution provides the optimal policy. We also suggest an algorithm to solve this BLP.

math.OC↗

arXiv2023

Single-out fake posts: participation game and its design

Crowd-sourcing models, which leverage the collective opinions/signals of users on online social networks (OSNs), are well-accepted for fake post detection; however, motivating the users to provide the crowd signals is challenging, even more so in the presence of adversarial users. We design a participation (mean-field) game where users of the OSN are lured by a reward-based scheme to provide the binary (real/fake) signals such that the OSN achieves $(θ, δ)$-level of actuality identification (AI) - not more than $δ$ fraction of non-adversarial users incorrectly judge the real post, and at least $θ$ fraction of non-adversarial users identify the fake post as fake. An appropriate warning mechanism is proposed to influence the decision-making of the users such that the resultant game has at least one Nash Equilibrium (NE) achieving AI. We also identify the conditions under which all NEs achieve AI. Further, we numerically illustrate that one can always design an AI game if the normalized difference in the innate identification capacities of the users is at least $1\%$, when desired $θ= 75\%$.

math.OC↗

arXiv2023

Integrative Modeling and Analysis of the Interplay Between Epidemic and News Propagation Processes

The COVID-19 pandemic has witnessed the role of online social networks (OSNs) in the spread of infectious diseases. The rise in severity of the epidemic augments the need for proper guidelines, but also promotes the propagation of fake news-items. The popularity of a news-item can reshape the public health behaviors and affect the epidemic processes. There is a clear inter-dependency between the epidemic process and the spreading of news-items. This work creates an integrative framework to understand the interplay. We first develop a population-dependent `saturated branching process' to continually track the propagation of trending news-items on OSNs. A two-time scale dynamical system is obtained by integrating the news-propagation model with SIRS epidemic model, to analyze the holistic system. It is observed that a pattern of periodic infections emerges under a linear behavioral influence, which explains the waves of infection and reinfection that we have experienced in the pandemic. We use numerical experiments to corroborate the results and use Twitter and COVID-19 data-sets to recreate the historical infection curve using the integrative model.

math.DS↗

arXiv2022

Systemic-risk and evolutionary stable strategies in a financial network

We consider a financial network represented at any time instance by a random liability graph which evolves over time. The agents connect through credit instruments borrowed from each other or through direct lending, and these create the liability edges. These random edges are modified (locally) by the agents over time, as they learn from their experiences and (possibly imperfect) observations. The settlement of the liabilities of various agents at the end of the contract period (at any time instance) can be expressed as solutions of random fixed point equations. Our first step is to derive the solutions of these equations (asymptotically and one for each time instance), using a recent result on random fixed point equations. The agents, at any time instance, adapt one of the two available strategies, risky or less risky investments, with an aim to maximize their returns. We aim to study the emerging strategies of such replicator dynamics that drives the financial network. We theoretically reduce the analysis of the complex system to that of an appropriate ordinary differential equation (ODE). Using the attractors of the resulting ODE we show that the replicator dynamics converges to one of the two pure evolutionary stable strategies (all risky or all less risky agents); one can have mixed limit only when the observations are imperfect. We verify our theoretical findings using exhaustive Monte Carlo simulations. The dynamics avoid the emergence of the systemic-risk regime (where majority default). However, if all the agents blindly adapt risky strategy it can lead to systemic risk regime.

q-fin.RM↗

arXiv2022

Random fixed points, systemic risk and resilience of heterogeneous financial network

We consider a large random network, in which the performance of a node depends upon that of its neighbours and some external random influence factors. This results in random vector valued fixed-point (FP) equations in large dimensional spaces, and our aim is to study their almost-sure solutions. An underlying directed random graph defines the connections between various components of the FP equations. Existence of an edge between nodes $i,j$ implies the $i$-th FP equation depends on the $j$-th component. We consider a special case where any component of the FP equation depends upon an appropriate aggregate of that of the random `neighbour' components. We obtain finite-dimensional limit FP equations in a much smaller dimensional space, whose solutions aid to approximate the solution of FP equations for almost all realizations, as the number of nodes increases. We use Maximum theorem for non-compact sets to prove this convergence. We apply the results to study systemic risk in an example financial network with large number of heterogeneous entities. We utilized the simplified limit system to analyse trends of default probability (probability that an entity fails to clear its liabilities) and expected surplus (expected-revenue after clearing liabilities) with varying degrees of interconnections between two diverse groups. We illustrated the accuracy of the approximation using exhaustive Monte-Carlo simulations. Our approach can be utilized for a variety of financial networks (and others); the developed methodology provides approximate small-dimensional solutions to large-dimensional FP equations that represent the clearing vectors in case of financial networks.

math.PR↗

arXiv2022

AoI-Based Opportunistic-Fair mmWave Schedulers

We consider a system with a Base Station (BS) and multiple mobile/stationary users. BS uses millimeter waves (mmWaves) for data transmission and hence needs to align beams in the directions of the end-users. The idea is to avail regular user-position estimates, which help in accurate beam alignment towards multiple users, paving way for opportunistic mmWave schedulers. We propose an online algorithm that uses a dual opportunistic and fair scheduler to allocate data as well as position-update channels, in each slot. Towards this, well-known alpha-fair objective functions of utilities of various users, which further depend upon the age of position-information, are optimized. We illustrate the advantages of the opportunistic scheduler, by comparing it with the previously proposed mmWave schemes; these schedulers choose one user in each slot and start data transmission only after accurate beam alignment. We also discuss two ways of introducing fairness in such schemes, both of which perform inferior to the proposed age-based opportunistic scheduler.

math.OC↗

arXiv2022

Approximate Solutions To Constrained Risk-Sensitive Markov Decision Processes

This paper considers the problem of finding near-optimal Markovian randomized (MR) policies for finite-state-action, infinite-horizon, constrained risk-sensitive Markov decision processes (CRSMDPs). Constraints are in the form of standard expected discounted cost functions as well as expected risk-sensitive discounted cost functions over finite and infinite horizons. The main contribution is to show that the problem possesses a solution if it is feasible, and to provide two methods for finding an approximate solution in the form of an ultimately stationary (US) MR policy. The latter is achieved through two approximating finite-horizon CRSMDPs which are constructed from the original CRSMDP by time-truncating the original objective and constraint cost functions, and suitably perturbing the constraint upper bounds. The first approximation gives a US policy which is $ε$-optimal and feasible for the original problem, while the second approximation gives a near-optimal US policy whose violation of the original constraints is bounded above by a specified $ε$. A key step in the proofs is an appropriate choice of a metric that makes the set of infinite-horizon MR policies and the feasible regions of the three CRSMDPs compact, and the objective and constraint functions continuous. A linear-programming-based formulation for solving the approximating finite-horizon CRSMDPs is also given.

math.OC↗

arXiv2022

Saturated total-population dependent branching process and viral markets

Interesting posts are continually forwarded by the users of the online social network (OSN). Such propagation leads to re-forwarding of the post to some of the previous recipients, which increases as the post reaches a large number of users. Consequently, the effective forwards (after deleting the re-forwards) reduce, eventually leading to the saturation of the total number of copies. We model this process as a new variant of the branching process, the `saturated total-population-dependent branching process', and analyse it using the stochastic approximation technique. Notably, we obtain deterministic trajectories which approximate the total and unread copies of the post `asymptotically and almost surely' over any finite time window; this trajectory depends only on four parameters related to the network characteristics. Further, we provide expressions for the peak unread copies, maximum outreach and the life span of the post. We observe known exponential growth but with time-varying rates. We also validate our theory through detailed simulations on the SNAP Twitter dataset.

math.PR↗

arXiv2022

Fair opportunistic schedulers for Lossy Polling systems

Polling systems with losses are useful mathematical objects that can model many practical systems like travelling salesman problem with recurrent requests. One of the less studied yet an important aspect in such systems is the disparity in the utilities derived by the individual stations. Further, the random fluctuations of the travel conditions can have significant impact on the performance. This calls for a scheduler that caters to the fairness aspect, depends upon the travel conditions and the dynamic system state. Inspired by the generalized alpha-fair schedulers of wireless networks, we propose a family of schedulers that further considers binary knowledge of the travel conditions. These schedulers are opportunistic, allocate the server to a station with bad travel condition only when the station has accumulated too little a utility by the decision epoch. We illustrate that the disparities among the individual utilities diminish to zero, as fairness factor increases, and further that the price of fairness decreases as the number of stations increase.

math.OC↗

arXiv2022

Pricing, competition and market segmentation in ride hailing

We analyse a non-cooperative strategic game among two ride-hailing platforms, each of which is modeled as a two-sided queueing system, where drivers (with a certain patience level) are assumed to arrive according to a Poisson process at a fixed rate, while the arrival process of passengers is split across the two providers based on QoS considerations. We also consider two monopolistic scenarios: (i) each platform has half the market share, and (ii) the platforms merge into a single entity, serving the entire passenger base using their combined driver resources. The key novelty of our formulation is that the total market share is fixed across the platforms. The game thus captures the competition among the platforms over market share, which is modeled using two different Quality of Service (QoS) metrics: (i) probability of driver availability, and (ii) probability that an arriving passenger takes a ride. The objective of the platforms is to maximize the profit generated from matching drivers and passengers. In each of the above settings, we analyse the equilibria associated with the game. Interestingly, under the second QoS metric, we show that for a certain range of parameters, no Nash equilibrium exists. Instead, we demonstrate a new solution concept called an equilibrium cycle. Our results highlight the interplay between competition, cooperation, passenger-side price sensitivity, and passenger/driver arrival rates.

math.OC↗

arXiv2022

Controlling Fake News by Tagging: A Branching Process Analysis

The spread of fake news on online social networks (OSNs) has become a matter of concern. These platforms are also used for propagating important authentic information. Thus, there is a need for mitigating fake news without significantly influencing the spread of real news. We leverage users' inherent capabilities of identifying fake news and propose a warning-based control mechanism to curb this spread. Warnings are based on previous users' responses that indicate the authenticity of the news. We use population-size dependent continuous-time multi-type branching processes to describe the spreading under the warning mechanism. We also have new results towards these branching processes. The (time) asymptotic proportions of the individual populations are derived using stochastic approximation tools. Using these, relevant type 1, type 2 performances are derived and an appropriate optimization problem is solved. The proposed mechanism effectively controls fake news, with negligible influence on the propagation of authentic news. We validate performance measures using Monte Carlo simulations on network connections provided by Twitter data.

cs.SI↗

arXiv2021

Dynamic scheduling in a partially fluid, partially lossy queueing system

We consider a single server queueing system with two classes of jobs: eager jobs with small sizes that require service to begin almost immediately upon arrival, and tolerant jobs with larger sizes that can wait for service. While blocking probability is the relevant performance metric for the eager class, the tolerant class seeks to minimize its mean sojourn time. In this paper, we discuss the performance of each class under dynamic scheduling policies, where the scheduling of both classes depends on the instantaneous state of the system. This analysis is carried out under a certain fluid limit, where the arrival rate and service rate of the eager class are scaled to infinity, holding the offered load constant. Our performance characterizations reveal a (dynamic) pseudo-conservation law that ties the performance of both the classes to the standalone blocking probabilities of the eager class. Further, the performance is robust to other specifics of the scheduling policies. We also characterize the Pareto frontier of the achievable region of performance vectors under the same fluid limit, and identify a (two-parameter) class of Pareto-complete scheduling policies.

cs.PF↗